STRATEGY VWAP MOMENTUM

20251028 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 4

Periodo: 2025-10-28 14:03:00 - 2025-10-28 23:59:00

Exposure Days: 1

Trades per Day: 4.00

Avg Duration: 133.50 min

Median Duration: 162.50 min

PERFORMANCE

Total Profit: $1,705.00

Avg Profit: $426.25

Median Profit: $-77.50

Std Profit: $1,407.95

Profit Factor: 3.14

WIN/LOSS

Win Rate: 33.3%

Winners / Losers: 1 / 2 (Ratio: 1:9)

Gross Profit: $2,500.00

Gross Loss: $-795.00

Avg Winner: $2,500.00

Avg Loser: $-265.00

Avg Winner / Avg Loser: (Ratio: 1:9.43)

Largest Winner: $2,500.00

Largest Loser: $-640.00

RISK METRICS

Max Drawdown: $-685.00

Sharpe Ratio: 0.30

Sortino Ratio: 1.31

Ulcer Index: 19.61

EXIT REASONS

TARGET exits: 1 (25.0%)

STOP exits: 0 (0.0%)

EOD exits: 1 (25.0%)

LONG ENTRIES (BUY)

Total LONG: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,750.00

Avg P&L: $583.33

SHORT ENTRIES (SELL)

Total SHORT: 1

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-45.00

Avg P&L: $-45.00

CUMULATIVE P&L